Risk analysis of world major stock index before and after the 2008 financial crisis : based on GARCH-VaR approach
Year of publication: |
2018
|
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Authors: | Wu, Maoguo ; Wang, Yanyuan |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 9.2018, 2, p. 39-54
|
Subject: | financial crisis | stock index | GARCH-VaR model | risk | volatility | Finanzkrise | Financial crisis | Aktienindex | Stock index | Volatilität | Volatility | Welt | World | Risiko | Risk | Risikomanagement | Risk management | ARCH-Modell | ARCH model |
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